Add honey, sugar, grated lemon rind, margarine, and applejack. Continue to simmer mixture for another 5 minutes. Remove pan from heat, stir in ground pecans and set mixture aside to cool. When cool, place filling in an airtight container and refrigerate along with dough.

Assembling and baking the cookies:

Preheat the oven to 350°.

Remove the dough and the filling from the refrigerator and let both set at room temperature for 30 minutes. To make rolling the dough easier, divide it into 2 equal-sized pieces.

On a lightly-floured surface, gently roll the first half of the dough to a thickness of approximately 1/8-inch. Using a 3-inch cookie cutter, cut as many circles as you can, about 18.

Place 1 rounded teaspoon of filling in the center of each cookie. Form trianglar pyramids with each cookie by folding the edges of the dough up on 3 sides of the circle. Gently shape the raised edges up over the filling to form a pocket. Pinch the points of the newly formed pyramid to prevent the sides from falling during baking.

Place cookies on lightly-greased baking sheet and bake until lightly browned, about 15 minutes.